Compare strategies
Side-by-side performance, edge profile & trade overlap · 3 strategies selected
Head-to-head
Comparing the selected strategies…
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30d simulated P&L
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Sharpe
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Win
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Max DD
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n
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30d simulated P&L
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Sharpe
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Win
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Max DD
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n
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30d simulated P&L
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Sharpe
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Win
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Max DD
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n
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Cumulative P&L overlay
All three strategies, paper P&L · same scale · normalised to $5 flat sizing
A
B
C
Detailed metrics
Best in green, worst in red, per row
| Metric | A | B | C |
|---|---|---|---|
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Trade volume · 30d
Number of paper trades per strategy
Return correlation
How independently these strategies behave
Pairwise return correlation needs a per-day P&L mark for each strategy. Today we record realized P&L per closed trade, not a daily series — so this populates once the strategies accumulate a longer forward track record. In the meantime, the standalone cumulative curves above show how differently each one moves.
Per-strategy snapshot
Realized paper P&L · win rate · closed trades
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